+4,006.0%
PG vs SO
+5,976.4%
-1,970.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | 0.0% |
| 7D | +1.9% | -0.2% | +2.0% | +1.9% |
| 30D | -0.2% | -4.6% | +4.3% | +1.6% |
| 3M | +4.8% | -3.0% | +7.8% | +6.1% |
| 6M | -6.1% | -8.3% | +2.2% | -3.0% |
| YTD | +4.5% | +3.5% | +0.9% | +2.8% |
| 1Y | -5.3% | -0.9% | -4.4% | -5.3% |
| 3Y | +2.6% | +45.4% | -42.8% | -12.2% |
| 5Y | +15.6% | +59.6% | -44.0% | -5.1% |
| 10Y | +118.0% | +156.6% | -38.6% | +46.4% |
| All | +4,006.0% | +5,976.4% | -1,970.3% | +660.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling